+36.8%
TRMB vs MTB
+105.0%
-68.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -7.0% | +0.8% | -7.8% | -7.6% |
| 3M | -0.9% | -12.8% | +11.8% | +7.5% |
| 6M | -1.2% | +6.7% | -7.9% | -5.9% |
| YTD | -28.7% | +11.3% | -40.1% | -34.5% |
| 1Y | -32.1% | +20.2% | -52.2% | -40.7% |
| All | +36.8% | +105.0% | -68.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling